+67.7%
FERG vs BTG
+78.0%
-10.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -2.6% | -3.8% | +1.2% | -2.1% |
| 30D | -8.9% | +3.6% | -12.5% | -9.4% |
| 3M | -2.0% | +32.0% | -34.1% | -6.0% |
| 6M | -3.2% | +3.4% | -6.6% | -4.7% |
| YTD | +1.5% | +20.8% | -19.3% | -2.4% |
| 1Y | +0.5% | +22.4% | -21.9% | -4.2% |
| 3Y | +50.4% | +91.7% | -41.3% | +31.5% |
| All | +67.7% | +78.0% | -10.3% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling